+43.4%
DLTR vs WSM
+1,071.8%
-1,028.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -8.1% | -7.7% | -0.4% | -6.2% |
| 3M | +2.9% | +3.8% | -0.9% | +1.7% |
| 6M | +4.3% | +22.7% | -18.3% | -1.3% |
| YTD | -3.9% | +28.0% | -31.9% | -10.3% |
| 1Y | +18.9% | +12.7% | +6.2% | +14.6% |
| 3Y | +1.9% | +231.3% | -229.4% | -30.7% |
| 5Y | +31.0% | +177.2% | -146.2% | -10.5% |
| All | +43.4% | +1,071.8% | -1,028.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling